Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'201 CHF | 99'952 CHF | 98.78% | 98.78% |
10.01.2025 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'911 CHF | 100'666 CHF | 87.07% | 87.07% |
09.01.2025 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'646 CHF | 100'398 CHF | 94.03% | 94.03% |
08.01.2025 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'582 CHF | 100'333 CHF | 98.07% | 98.07% |
07.01.2025 | 0.75% | 99.30 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'326 CHF | 100'076 CHF | 96.99% | 96.99% |
06.01.2025 | 0.75% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'149 CHF | 99.34% | 99.34% |
30.12.2024 | 0.75% | 99.10 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'193 CHF | 99'935 CHF | 97.70% | 97.70% |
27.12.2024 | 0.75% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'938 CHF | 99'683 CHF | 96.07% | 96.07% |
23.12.2024 | 0.75% | 98.95 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'529 CHF | 99'270 CHF | 94.58% | 94.58% |
20.12.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'540 CHF | 99'284 CHF | 97.49% | 97.49% |